Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules switch between aggressive stock funds, hedges, and safe bonds/T‑bills. It fades extremes (sell frothy, buy washed‑out), uses trend filters, and adds gold/EM and a KMLM‑style tech‑vs‑commodities switch. Uses leveraged/inverse ETFs; high risk.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
It’s a daily “buy the dip, sell the rip” playbook with seatbelts. It checks long‑term trend, then a short‑term temperature gauge (RSI) to see if markets look overheated or washed out. If overheated, it parks in safety (BND=bonds, BIL=T‑bills). If washed out, it buys aggressive stock funds (UPRO/SSO/QQQ; EET=emerging mkts). It can hedge with inverse Nasdaq (PSQ/QID). Side sleeves time gold and bonds, and a KMLM‑style switch (tech vs commodities) guides risk. Uses leveraged/inverse ETFs.
Daily, rules switch between aggressive stock funds, hedges, and safe bonds/T‑bills. It fades extremes (sell frothy, buy washed‑out), uses trend filters, and adds gold/EM and a KMLM‑style tech‑vs‑commodities switch. Uses leveraged/inverse ETFs; high risk.
Out-of-sample, risk-managed growth: lower drawdown (7.18% vs 8.88%), Calmar 1.30, and ~9.3% annualized return. Hedged and diversified sleeves aim for steadier upside and less loss than SPY.
Every. Day. We go up.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, managed-futures tilt, momentum & mean-reversion, multi-asset, risk-on/off, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 9.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.40% | ||
| Return, trailing 1 month (out-of-sample) | 0.74% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 6.85% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.18% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.72% |
Composer Technologies · Composer
Composer Technologies · Composer
